+405.2%
KMB vs SPYG
+524.9%
-119.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | +6.0% | -1.9% | +8.0% | +6.6% |
| 30D | +13.5% | -9.2% | +22.6% | +16.7% |
| 3M | +3.8% | -6.8% | +10.6% | +5.8% |
| 6M | +15.6% | -2.6% | +18.2% | +15.8% |
| YTD | +14.0% | +7.5% | +6.5% | +10.4% |
| 1Y | +12.9% | +6.7% | +6.3% | +9.6% |
| 3Y | +3.7% | +90.1% | -86.4% | -19.0% |
| 5Y | -0.1% | +69.2% | -69.3% | -20.1% |
| 10Y | +41.1% | +391.9% | -350.7% | -25.2% |
| All | +405.2% | +524.9% | -119.7% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPYG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling